+68.0%
DD vs STLA
-70.4%
+138.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.0% |
| 7D | +9.8% | -6.4% | +16.2% | +11.9% |
| 30D | +19.3% | -1.3% | +20.7% | +19.1% |
| 3M | +9.4% | -19.9% | +29.3% | +16.3% |
| 6M | +4.8% | -42.9% | +47.7% | +24.9% |
| YTD | +30.2% | -59.4% | +89.7% | +71.8% |
| 1Y | +32.2% | -56.8% | +89.1% | +69.3% |
| 3Y | +93.1% | -73.1% | +166.2% | +179.2% |
| 5Y | +68.0% | -70.1% | +138.1% | +115.2% |
| All | +68.0% | -70.4% | +138.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling